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ISBN: 9780691114422 - Robustness
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Robustness

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Lars Peter Hansen, Thomas J. Sargent

ISBN: 9780691114422
Format: Hardback
Publisher:Princeton University Press


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The standard theory of decision making under uncertainty advises the decision maker to form a statistical model linking outcomes to decisions and then to choose the optimal distribution of outcomes. It assumes that you trust the model completely. But what should a decision maker do if the model cannot be trusted? This work answers this question.

 

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ISBN0691114420 Pages464
ISBN139780691114422
(What's this?)
 Weight (grammes)1142
PublisherPrinceton University Press Published inNew Jersey
ImprintPrinceton University Press Published inUS
FormatHardback Height (mm)254
Publication date29 Oct 2007 Width (mm)178
DEWEY330.015118 Spine width (mm)36
DEWEY editionDC22 Academic levelProfessional / Scholarly, Tertiary education